------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
      name:  <unnamed>
       log:  /Users/sascha/Dropbox/suicide/RESTAT_replication/suicide-1871-restat-final.log
  log type:  text
 opened on:  21 Jul 2017, 18:45:21
r; t=0.00 18:45:21

. 
. set matsize 800
r; t=0.00 18:45:21

. set more off
r; t=0.00 18:45:21

. set rmsg on
r; t=0.00 18:45:21

. 
. 
. use "suicide-data-1871-restat.dta", clear
r; t=0.00 18:45:21

. 
. /****************************/
. /* Define control variables */
. /****************************/
. 
. global demog     "f_under15 f_over60 hhsize"
r; t=0.00 18:45:21

. global urban     "f_urban"
r; t=0.00 18:45:21

. global disab     "f_blind f_deaf f_dumb"
r; t=0.00 18:45:21

. global econ      "perc_secBnC"
r; t=0.00 18:45:21

. global educ      "f_rw"
r; t=0.00 18:45:21

. global inter     "f_prot_f_urban"
r; t=0.00 18:45:21

. global other     "f_fem f_jew f_ortsgeb f_pruss"  
r; t=0.00 18:45:21

. 
. #delimit;
delimiter now ;
. global occ1882   "perc_occ1882_var_2 perc_occ1882_var_3 perc_occ1882_var_4 perc_occ1882_var_5 perc_occ1882_var_6 perc_occ1882_var_7 perc_occ1882_var_8 
>                   perc_occ1882_var_9 perc_occ1882_var_10 perc_occ1882_var_11 perc_occ1882_var_12 perc_occ1882_var_13 perc_occ1882_var_14 perc_occ1882_var_15 
>                                   perc_occ1882_var_16 perc_occ1882_var_17 perc_occ1882_var_18_1 perc_occ1882_var_18_2 perc_occ1882_var_18_3 perc_occ1882_var_18_4 
>                                   perc_occ1882_var_19 perc_occ1882_var_20_1 perc_occ1882_var_20_2 perc_occ1882_var_20_3 perc_occ1882_var_21 perc_occ1882_var_22 
>                                   perc_occ1882_var_23_1 perc_occ1882_var_23_2 perc_occ1882_var_23_3 perc_occ1882_var_23_4 perc_occ1882_var_23_5 perc_occ1882_var_25";
r; t=0.00 18:45:21

. #delimit cr                               
delimiter now cr
. 
. 
. /*************************/
. /* Figures 1 and 2: maps */
. /*************************/
. 
. /***************************/
. /* Figure A1: Scatter plot */
. /***************************/
. 
. # delimit ;
delimiter now ;
. graph twoway (lfit suic_1869_71_pc f_prot) (scatter suic_1869_71_pc f_prot, mcolor(black) msize(small)), 
> xtitle(Share of Protestants) ytitle(Suicides (per 100,000 inhabitants)) graphregion(fcolor(white)) legend(off) 
> ylabel(, format(%5.0fc)) xscale(range(-.01 1.01));
r; t=0.93 18:45:22

. # delimit cr
delimiter now cr
. graph export "scatter_suic_prot_1871.png", replace
(file scatter_suic_prot_1871.png written in PNG format)
r; t=0.12 18:45:22

. 
. 
. /*************************************************/
. /* Table 1: Descriptive Statistics, Prussia 1871 */
. /*************************************************/
. 
. # delimit ;
delimiter now ;
. global summvars "suic_1869_71_pc suic_1869_71_pd f_prot $demog $urban $econ $educ kmwittenberg f_fem f_jew f_ortsgeb f_pruss $disab facc_1869_71_pc facc_1869_71_pd lat_rad lon_rad zupreussen";
r; t=0.00 18:45:22

. # delimit cr
delimiter now cr
. 
. sum $summvars

    Variable |        Obs        Mean    Std. Dev.       Min        Max
-------------+---------------------------------------------------------
suic_1869_~c |        452    12.99527    8.334627          0    37.0626
suic_1869_~d |        452    4.775946    3.174787          0   15.75533
      f_prot |        452    .6418086    .3783107   .0025757   .9988883
   f_under15 |        452    .3577238    .0318776   .2315781   .4309612
    f_over60 |        452    .0740973    .0161071    .028537   .1130133
-------------+---------------------------------------------------------
      hhsize |        452    4.791455    .3438066   3.825635   5.860921
     f_urban |        452    .2753446    .2190029          0          1
 perc_secBnC |        452    .3391137    .1530698   .0792541    .815297
        f_rw |        452     .875074    .1267333   .3739696   .9933167
kmwittenberg |        452    .3261855    .1487688          0     .73146
-------------+---------------------------------------------------------
       f_fem |        452    .5100263    .0150682   .4396904   .5462744
       f_jew |        452    .0113937    .0132655          0   .1286941
   f_ortsgeb |        452    .5897004    .1238617   .3200873   .8722976
     f_pruss |        452     .990722    .0196578   .7421542   .9999523
     f_blind |        452    .0946965    .0309278   .0343446   .2381357
-------------+---------------------------------------------------------
      f_deaf |        452    .1006513    .0538469   .0224266   .4206481
      f_dumb |        452    .2294494    .1742522   .0224266   1.557561
facc_1869_~c |        452    42.34504     15.7989   9.368559   114.5193
facc_1869_~d |        452    15.16956    5.003096   3.771551   37.48006
     lat_rad |        452     .908756    .0252731      .8393      .9724
-------------+---------------------------------------------------------
     lon_rad |        452     .220819    .0817081      .1052       .394
  zupreussen |        452    1751.686    111.0505       1525       1866
r; t=0.00 18:45:22

. 
. 
. /******************************************************/
. /* Table 2: Protestantism and Suicide in Prussia 1871 */
. /******************************************************/
. 
. /* OLS */
. /*******/
. regress suic_1869_71_pc f_prot, robust

Linear regression                               Number of obs     =        452
                                                F(1, 450)         =     469.64
                                                Prob > F          =     0.0000
                                                R-squared         =     0.4329
                                                Root MSE          =     6.2832

------------------------------------------------------------------------------
             |               Robust
suic_1869_~c |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |   14.49622   .6689141    21.67   0.000     13.18164    15.81081
       _cons |   3.691472   .3698371     9.98   0.000      2.96465    4.418294
------------------------------------------------------------------------------
r; t=0.02 18:45:22

. regress suic_1869_71_pc f_prot $demog, robust

Linear regression                               Number of obs     =        452
                                                F(4, 447)         =     216.12
                                                Prob > F          =     0.0000
                                                R-squared         =     0.6273
                                                Root MSE          =     5.1111

------------------------------------------------------------------------------
             |               Robust
suic_1869_~c |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |   12.32837   .6123313    20.13   0.000     11.12497    13.53178
   f_under15 |  -70.78086   10.91106    -6.49   0.000     -92.2242   -49.33752
    f_over60 |   -30.1197   18.10175    -1.66   0.097    -65.69481    5.455404
      hhsize |  -7.574566   .7582809    -9.99   0.000    -9.064804   -6.084328
       _cons |   68.92779   5.625652    12.25   0.000     57.87178     79.9838
------------------------------------------------------------------------------
r; t=0.01 18:45:22

. regress suic_1869_71_pc f_prot $demog $urban, robust

Linear regression                               Number of obs     =        452
                                                F(5, 446)         =     172.91
                                                Prob > F          =     0.0000
                                                R-squared         =     0.6275
                                                Root MSE          =     5.1156

------------------------------------------------------------------------------
             |               Robust
suic_1869_~c |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |   12.30637   .6108798    20.15   0.000     11.10581    13.50693
   f_under15 |   -66.8677   15.49822    -4.31   0.000    -97.32631    -36.4091
    f_over60 |   -23.8687   23.81226    -1.00   0.317    -70.66687    22.92946
      hhsize |   -7.52935   .7549553    -9.97   0.000    -9.013062   -6.045639
     f_urban |   .7543932   1.838489     0.41   0.682    -2.858784    4.367571
       _cons |   66.65454   8.045927     8.28   0.000      50.8419    82.46717
------------------------------------------------------------------------------
r; t=0.01 18:45:22

. regress suic_1869_71_pc f_prot $demog $urban $econ, robust

Linear regression                               Number of obs     =        452
                                                F(6, 445)         =     143.33
                                                Prob > F          =     0.0000
                                                R-squared         =     0.6282
                                                Root MSE          =     5.1165

------------------------------------------------------------------------------
             |               Robust
suic_1869_~c |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |   12.41115   .6337202    19.58   0.000     11.16569    13.65661
   f_under15 |  -66.57961   15.58966    -4.27   0.000    -97.21811   -35.94111
    f_over60 |  -22.35373   24.11814    -0.93   0.355    -69.75334    25.04587
      hhsize |   -7.36358   .7706001    -9.56   0.000    -8.878048   -5.849112
     f_urban |   .0909486   1.862355     0.05   0.961    -3.569155    3.751052
 perc_secBnC |    1.80668   1.683143     1.07   0.284    -1.501217    5.114576
       _cons |    65.1477   8.464488     7.70   0.000     48.51236    81.78304
------------------------------------------------------------------------------
r; t=0.01 18:45:22

. regress suic_1869_71_pc f_prot $demog $urban $econ $educ, robust

Linear regression                               Number of obs     =        452
                                                F(7, 444)         =     131.22
                                                Prob > F          =     0.0000
                                                R-squared         =     0.6284
                                                Root MSE          =     5.1208

------------------------------------------------------------------------------
             |               Robust
suic_1869_~c |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |   12.52845   .7048314    17.78   0.000     11.14323    13.91367
   f_under15 |  -67.55234   15.81135    -4.27   0.000    -98.62673   -36.47796
    f_over60 |  -15.24053   27.74147    -0.55   0.583    -69.76142    39.28037
      hhsize |  -7.316873   .7609451    -9.62   0.000    -8.812375   -5.821371
     f_urban |   .0889568   1.867341     0.05   0.962    -3.580968    3.758882
 perc_secBnC |   2.437261   2.088852     1.17   0.244    -1.668004    6.542526
        f_rw |  -1.613695   3.053993    -0.53   0.597    -7.615773    4.388382
       _cons |   65.86834   8.737738     7.54   0.000     48.69587     83.0408
------------------------------------------------------------------------------
r; t=0.01 18:45:22

. xi: regress suic_1869_71_pc f_prot $demog $urban $econ $educ i.regbez, robust
i.regbez          _Iregbez_1-35       (_Iregbez_1 for regbez==Aachen omitted)

Linear regression                               Number of obs     =        452
                                                F(41, 410)        =      38.08
                                                Prob > F          =     0.0000
                                                R-squared         =     0.7377
                                                Root MSE          =     4.4768

------------------------------------------------------------------------------
             |               Robust
suic_1869_~c |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |   9.812065     .90579    10.83   0.000     8.031493    11.59264
   f_under15 |  -57.21784   17.23284    -3.32   0.001    -91.09359   -23.34209
    f_over60 |    13.7989   34.24743     0.40   0.687    -53.52357    81.12137
      hhsize |  -1.726652   1.568244    -1.10   0.272    -4.809455    1.356151
     f_urban |   .2122673   1.826493     0.12   0.908    -3.378193    3.802728
 perc_secBnC |   5.550473   2.645997     2.10   0.037     .3490606    10.75189
        f_rw |   3.900042   4.039608     0.97   0.335    -4.040887    11.84097
  _Iregbez_2 |   1.431141   1.303394     1.10   0.273    -1.131028    3.993311
  _Iregbez_3 |   -1.11087   1.652332    -0.67   0.502    -4.358969    2.137229
  _Iregbez_4 |   9.040153   1.198049     7.55   0.000     6.685068    11.39524
  _Iregbez_5 |   6.018453    2.08874     2.88   0.004     1.912476    10.12443
  _Iregbez_6 |   5.412205   2.221271     2.44   0.015     1.045704    9.778705
  _Iregbez_7 |   1.689251   1.065856     1.58   0.114    -.4059723    3.784475
  _Iregbez_8 |   7.596641   2.540882     2.99   0.003     2.601859    12.59142
  _Iregbez_9 |   5.086662     1.6548     3.07   0.002     1.833711    8.339613
 _Iregbez_10 |   1.298384   2.123566     0.61   0.541    -2.876052    5.472819
 _Iregbez_11 |   1.948339   1.778713     1.10   0.274    -1.548196    5.444874
 _Iregbez_12 |   2.595738   1.798949     1.44   0.150    -.9405756    6.132051
 _Iregbez_13 |   5.740062   5.583702     1.03   0.305    -5.236195    16.71632
 _Iregbez_14 |   6.844532   1.379371     4.96   0.000     4.133009    9.556055
 _Iregbez_15 |    1.16323   1.322576     0.88   0.380    -1.436647    3.763106
 _Iregbez_16 |    1.44739   1.098231     1.32   0.188    -.7114762    3.606257
 _Iregbez_17 |   8.567342   1.945049     4.40   0.000     4.743829    12.39086
 _Iregbez_18 |   .0792281   1.913793     0.04   0.967    -3.682842    3.841299
 _Iregbez_19 |   11.03452   1.716666     6.43   0.000      7.65996    14.40909
 _Iregbez_20 |    5.24142   2.058748     2.55   0.011     1.194402    9.288438
 _Iregbez_21 |   8.393323   1.884242     4.45   0.000     4.689342     12.0973
 _Iregbez_22 |   6.163549   2.020772     3.05   0.002     2.191182    10.13592
 _Iregbez_23 |   11.17763   1.831259     6.10   0.000     7.577797    14.77745
 _Iregbez_24 |    .506908     1.1638     0.44   0.663    -1.780851    2.794667
 _Iregbez_25 |   .6495706   1.270094     0.51   0.609    -1.847139     3.14628
 _Iregbez_26 |   5.828253   1.539014     3.79   0.000      2.80291    8.853596
 _Iregbez_27 |   1.966198   2.005495     0.98   0.327    -1.976137    5.908534
 _Iregbez_28 |    6.47059   2.547262     2.54   0.011     1.463266    11.47791
 _Iregbez_29 |   8.444311   1.703716     4.96   0.000     5.095203    11.79342
 _Iregbez_30 |   9.456011   1.707474     5.54   0.000     6.099515    12.81251
 _Iregbez_31 |   10.27483   2.771181     3.71   0.000     4.827334    15.72233
 _Iregbez_32 |   4.464111   1.597637     2.79   0.005     1.323529    7.604693
 _Iregbez_33 |   11.76935   2.892067     4.07   0.000     6.084225    17.45448
 _Iregbez_34 |   2.780724   1.127372     2.47   0.014     .5645742    4.996874
 _Iregbez_35 |    5.12781    2.22071     2.31   0.021     .7624119    9.493208
       _cons |   23.57128   13.03396     1.81   0.071    -2.050444    49.19301
------------------------------------------------------------------------------
r; t=0.04 18:45:22

. regress suic_1869_71_pd f_prot $demog $urban $econ $educ, robust

Linear regression                               Number of obs     =        452
                                                F(7, 444)         =     124.80
                                                Prob > F          =     0.0000
                                                R-squared         =     0.6109
                                                Root MSE          =     1.9959

------------------------------------------------------------------------------
             |               Robust
suic_1869_~d |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |   4.928279   .2724943    18.09   0.000      4.39274    5.463817
   f_under15 |  -21.53656   6.393871    -3.37   0.001    -34.10257   -8.970544
    f_over60 |   9.569733   11.13262     0.86   0.390    -12.30945    31.44891
      hhsize |   -2.07703   .2854777    -7.28   0.000    -2.638085   -1.515974
     f_urban |    .547983   .6860216     0.80   0.425    -.8002698    1.896236
 perc_secBnC |   .1178255   .7900203     0.15   0.882    -1.434818    1.670469
        f_rw |   .0195146   1.122729     0.02   0.986    -2.187009    2.226038
       _cons |   18.35206   3.371584     5.44   0.000     11.72581     24.9783
------------------------------------------------------------------------------
r; t=0.01 18:45:22

. 
. 
. /*************************************************************************/
. /* Table 3: Instrumental-Variable Estimates using Distance to Wittenberg */
. /*************************************************************************/
. 
. /* 1st stage */
. /*-----------*/
. regress f_prot kmwittenberg, robust

Linear regression                               Number of obs     =        452
                                                F(1, 450)         =      46.81
                                                Prob > F          =     0.0000
                                                R-squared         =     0.1354
                                                Root MSE          =     .35216

------------------------------------------------------------------------------
             |               Robust
      f_prot |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
kmwittenberg |   -.935654   .1367605    -6.84   0.000    -1.204422   -.6668855
       _cons |   .9470053   .0382095    24.78   0.000     .8719142    1.022097
------------------------------------------------------------------------------
r; t=0.00 18:45:22

. regress f_prot kmwittenberg $demog $urban, robust

Linear regression                               Number of obs     =        452
                                                F(5, 446)         =      16.11
                                                Prob > F          =     0.0000
                                                R-squared         =     0.1519
                                                Root MSE          =     .35034

------------------------------------------------------------------------------
             |               Robust
      f_prot |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
kmwittenberg |  -.8629597    .144741    -5.96   0.000    -1.147419   -.5785005
   f_under15 |  -.5987053   .7392011    -0.81   0.418    -2.051455    .8540445
    f_over60 |  -2.549643   1.586731    -1.61   0.109    -5.668041    .5687554
      hhsize |   -.155268   .0594019    -2.61   0.009    -.2720104   -.0385256
     f_urban |  -.0483786   .1013427    -0.48   0.633    -.2475471    .1507899
       _cons |   2.083667   .4540254     4.59   0.000     1.191372    2.975962
------------------------------------------------------------------------------
r; t=0.01 18:45:22

. regress f_prot kmwittenberg $demog $urban $econ, robust

Linear regression                               Number of obs     =        452
                                                F(6, 445)         =      23.87
                                                Prob > F          =     0.0000
                                                R-squared         =     0.1887
                                                Root MSE          =     .34305

------------------------------------------------------------------------------
             |               Robust
      f_prot |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
kmwittenberg |  -.9093797   .1357404    -6.70   0.000    -1.176151   -.6426078
   f_under15 |  -.7472142   .7419445    -1.01   0.314    -2.205365    .7109361
    f_over60 |  -3.177456   1.490968    -2.13   0.034     -6.10767   -.2472415
      hhsize |  -.1952909   .0585153    -3.34   0.001    -.3102915   -.0802903
     f_urban |    .148947   .1038851     1.43   0.152    -.0552193    .3531133
 perc_secBnC |  -.5865454   .1224676    -4.79   0.000    -.8272321   -.3458587
       _cons |   2.534793   .4427097     5.73   0.000     1.664732    3.404855
------------------------------------------------------------------------------
r; t=0.01 18:45:22

. regress f_prot kmwittenberg $demog $urban $econ $educ, robust

Linear regression                               Number of obs     =        452
                                                F(7, 444)         =      31.11
                                                Prob > F          =     0.0000
                                                R-squared         =     0.2348
                                                Root MSE          =     .33353

------------------------------------------------------------------------------
             |               Robust
      f_prot |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
kmwittenberg |  -.6931311   .1451822    -4.77   0.000    -.9784608   -.4078015
   f_under15 |   .0931011   .7380937     0.13   0.900     -1.35749    1.543692
    f_over60 |   -7.13613   1.620192    -4.40   0.000    -10.32033   -3.951932
      hhsize |  -.2262941    .058766    -3.85   0.000    -.3417881      -.1108
     f_urban |   .1723189   .0994397     1.73   0.084    -.0231121    .3677499
 perc_secBnC |  -.9402542   .1302955    -7.22   0.000    -1.196327   -.6841817
        f_rw |   1.053491   .2003727     5.26   0.000      .659694    1.447288
       _cons |   1.797163   .4505779     3.99   0.000     .9116327    2.682693
------------------------------------------------------------------------------
r; t=0.01 18:45:22

. 
. /* 2nd stage */
. /*-----------*/
. ivreg2 suic_1869_71_pc (f_prot=kmwitt), robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      452
                                                      F(  1,   450) =    83.95
                                                      Prob > F      =   0.0000
Total (centered) SS     =  31329.16637                Centered R2   =   0.0562
Total (uncentered) SS   =  107661.6215                Uncentered R2 =   0.7254
Residual SS             =  29569.06783                Root MSE      =    8.088

------------------------------------------------------------------------------
             |               Robust
suic_1869_~c |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |   28.01924   3.051373     9.18   0.000     22.03865    33.99982
       _cons |  -4.987714   2.084032    -2.39   0.017    -9.072342   -.9030866
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             63.960
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               70.460
                         (Kleibergen-Paap rk Wald F statistic):         46.807
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.15 18:45:22

. ivreg2 suic_1869_71_pc (f_prot=kmwitt) $demog $urban, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      452
                                                      F(  5,   446) =    75.80
                                                      Prob > F      =   0.0000
Total (centered) SS     =  31329.16637                Centered R2   =   0.4982
Total (uncentered) SS   =  107661.6215                Uncentered R2 =   0.8540
Residual SS             =  15722.19541                Root MSE      =    5.898

------------------------------------------------------------------------------
             |               Robust
suic_1869_~c |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |   20.48483    2.67195     7.67   0.000      15.2479    25.72176
   f_under15 |   -68.9887   17.17639    -4.02   0.000    -102.6538    -35.3236
    f_over60 |  -23.75909   27.26598    -0.87   0.384    -77.19942    29.68125
      hhsize |  -5.466568   1.159309    -4.72   0.000    -7.738772   -3.194363
     f_urban |  -.6857156   1.968187    -0.35   0.728    -4.543292     3.17186
       _cons |   52.66894   11.25503     4.68   0.000     30.60948     74.7284
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             37.573
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               47.389
                         (Kleibergen-Paap rk Wald F statistic):         35.547
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.05 18:45:22

. ivreg2 suic_1869_71_pc (f_prot=kmwitt) $demog $urban $econ, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      452
                                                      F(  6,   445) =    70.66
                                                      Prob > F      =   0.0000
Total (centered) SS     =  31329.16637                Centered R2   =   0.5210
Total (uncentered) SS   =  107661.6215                Uncentered R2 =   0.8606
Residual SS             =  15007.06899                Root MSE      =    5.762

------------------------------------------------------------------------------
             |               Robust
suic_1869_~c |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |    19.9687   2.416972     8.26   0.000     15.23152    24.70587
   f_under15 |  -67.87277   17.06485    -3.98   0.000    -101.3193   -34.42627
    f_over60 |  -19.05115   26.60721    -0.72   0.474    -71.20032    33.09802
      hhsize |  -5.162686   1.179057    -4.38   0.000    -7.473594   -2.851777
     f_urban |  -2.604034   2.084071    -1.25   0.211    -6.688737     1.48067
 perc_secBnC |    5.62793   2.508929     2.24   0.025     .7105198    10.54534
       _cons |   49.41581   11.46702     4.31   0.000     26.94085    71.89076
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             44.347
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               54.498
                         (Kleibergen-Paap rk Wald F statistic):         44.882
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.05 18:45:22

. ivreg2 suic_1869_71_pc (f_prot=kmwitt) $demog $urban $econ $educ, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      452
                                                      F(  7,   444) =    57.41
                                                      Prob > F      =   0.0000
Total (centered) SS     =  31329.16637                Centered R2   =   0.4064
Total (uncentered) SS   =  107661.6215                Uncentered R2 =   0.8273
Residual SS             =  18598.42042                Root MSE      =    6.415

------------------------------------------------------------------------------
             |               Robust
suic_1869_~c |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |    24.0156   3.836281     6.26   0.000     16.49662    31.53457
   f_under15 |  -79.14955   18.38523    -4.31   0.000    -115.1839   -43.11515
    f_over60 |   61.17732   45.35556     1.35   0.177    -27.71794    150.0726
      hhsize |  -3.844744   1.590027    -2.42   0.016    -6.961138   -.7283488
     f_urban |  -3.604555   2.345394    -1.54   0.124    -8.201442    .9923317
 perc_secBnC |   14.02112   4.855019     2.89   0.004     4.505456    23.53678
        f_rw |  -17.92855   6.076055    -2.95   0.003     -29.8374   -6.019701
       _cons |   51.71092   13.03122     3.97   0.000     26.17019    77.25164
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             24.250
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               29.855
                         (Kleibergen-Paap rk Wald F statistic):         22.793
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC f_rw
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.05 18:45:22

. 
. 
. /***********************************************************************************************/
. /* Table A2: Robustness to Conditioning on Potential Non-religious Outcomes of the Reformation */
. /***********************************************************************************************/
. 
. ivreg2 suic_1869_71_pc (f_prot=kmwitt) $demog $urban $econ $educ f_enrol1864_elem f_enrol1864_sec f_uni1871_enrol, cluster(kreiskey1864)

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity and clustering on kreiskey1864

Number of clusters (kreiskey1864) =    347            Number of obs =      359
                                                      F( 10,   346) =    35.24
                                                      Prob > F      =   0.0000
Total (centered) SS     =  24411.14556                Centered R2   =   0.3169
Total (uncentered) SS   =  75960.83535                Uncentered R2 =   0.7805
Residual SS             =  16675.36349                Root MSE      =    6.815

----------------------------------------------------------------------------------
                 |               Robust
 suic_1869_71_pc |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-----------------+----------------------------------------------------------------
          f_prot |   26.53035   4.543307     5.84   0.000     17.62563    35.43507
       f_under15 |  -75.92897   24.20055    -3.14   0.002    -123.3612   -28.49677
        f_over60 |   134.9935   63.77883     2.12   0.034     9.989255    259.9977
          hhsize |  -3.589053   1.932625    -1.86   0.063    -7.376929    .1988228
         f_urban |  -3.354055   2.707701    -1.24   0.215    -8.661053    1.952942
     perc_secBnC |   16.19605   5.487402     2.95   0.003     5.440937    26.95116
            f_rw |  -22.08745    7.56514    -2.92   0.004    -36.91485   -7.260048
f_enrol1864_elem |  -.3598648   9.639354    -0.04   0.970    -19.25265    18.53292
 f_enrol1864_sec |  -15.57122   16.73963    -0.93   0.352     -48.3803    17.23786
 f_uni1871_enrol |   160.4775   137.8515     1.16   0.244    -109.7064    430.6615
           _cons |   46.34494   16.20834     2.86   0.004     14.57717    78.11271
----------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             20.203
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               23.376
                         (Kleibergen-Paap rk Wald F statistic):         18.831
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC f_rw
                      f_enrol1864_elem f_enrol1864_sec f_uni1871_enrol
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.07 18:45:22

. ivreg2 suic_1869_71_pc (f_prot=kmwitt) $demog $urban $econ $educ lnyteacher1886 tax1877_inctaxpc share_poor1901, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      426
                                                      F( 10,   415) =    34.40
                                                      Prob > F      =   0.0000
Total (centered) SS     =  28995.72583                Centered R2   =   0.3380
Total (uncentered) SS   =  98225.72678                Uncentered R2 =   0.8046
Residual SS             =   19195.4152                Root MSE      =    6.713

----------------------------------------------------------------------------------
                 |               Robust
 suic_1869_71_pc |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-----------------+----------------------------------------------------------------
          f_prot |   25.27932   4.776948     5.29   0.000     15.91668    34.64197
       f_under15 |   -64.3939   24.52926    -2.63   0.009    -112.4704   -16.31743
        f_over60 |   78.51381   59.58704     1.32   0.188    -38.27465    195.3023
          hhsize |  -4.788071   1.769969    -2.71   0.007    -8.257146   -1.318995
         f_urban |  -5.710683   4.043038    -1.41   0.158    -13.63489    2.213526
     perc_secBnC |   13.23328   6.259218     2.11   0.034       .96544    25.50112
            f_rw |  -22.00473   7.396686    -2.97   0.003    -36.50197   -7.507495
  lnyteacher1886 |   1.067728   3.982583     0.27   0.789    -6.737992    8.873447
tax1877_inctaxpc |  -.3400713    .726663    -0.47   0.640    -1.764305    1.084162
  share_poor1901 |  -6.275699   4.177136    -1.50   0.133    -14.46274    1.911337
           _cons |   50.62043    34.0425     1.49   0.137    -16.10163    117.3425
----------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             17.376
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               20.161
                         (Kleibergen-Paap rk Wald F statistic):         16.235
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC f_rw
                      lnyteacher1886 tax1877_inctaxpc share_poor1901
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.17 18:45:22

. ivreg2 suic_1869_71_pc (f_prot=kmwitt) $demog $urban $econ $educ ratio_yteacher1886_daylabor1901, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      452
                                                      F(  8,   443) =    51.37
                                                      Prob > F      =   0.0000
Total (centered) SS     =  31329.16637                Centered R2   =   0.4044
Total (uncentered) SS   =  107661.6215                Uncentered R2 =   0.8267
Residual SS             =  18658.39879                Root MSE      =    6.425

-------------------------------------------------------------------------------------------------
                                |               Robust
                suic_1869_71_pc |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
--------------------------------+----------------------------------------------------------------
                         f_prot |   24.06619   3.875502     6.21   0.000     16.47034    31.66203
                      f_under15 |  -79.39781   18.74383    -4.24   0.000     -116.135   -42.66058
                       f_over60 |   60.77957    45.3638     1.34   0.180    -28.13184     149.691
                         hhsize |  -3.911213   1.593841    -2.45   0.014    -7.035084   -.7873425
                        f_urban |  -3.614646   2.359343    -1.53   0.126    -8.238874    1.009582
                    perc_secBnC |   14.01662   4.855631     2.89   0.004     4.499753    23.53348
                           f_rw |  -18.07349   6.180866    -2.92   0.003    -30.18776   -5.959213
ratio_yteacher1886_daylabor1901 |  -.1849859   .9968221    -0.19   0.853    -2.138721    1.768749
                          _cons |   52.59492   14.11475     3.73   0.000     24.93051    80.25932
-------------------------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             24.713
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               29.210
                         (Kleibergen-Paap rk Wald F statistic):         22.680
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC f_rw
                      ratio_yteacher1886_daylabor1901
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.07 18:45:23

. ivreg2 suic_1869_71_pc (f_prot=kmwitt) $demog $urban $econ $educ n_protest_pre1871, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      452
                                                      F(  8,   443) =    51.45
                                                      Prob > F      =   0.0000
Total (centered) SS     =  31329.16637                Centered R2   =   0.4085
Total (uncentered) SS   =  107661.6215                Uncentered R2 =   0.8279
Residual SS             =  18532.27485                Root MSE      =    6.403

-----------------------------------------------------------------------------------
                  |               Robust
  suic_1869_71_pc |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
------------------+----------------------------------------------------------------
           f_prot |   23.96497   3.774046     6.35   0.000     16.56797    31.36196
        f_under15 |  -77.42928   18.55924    -4.17   0.000    -113.8047   -41.05384
         f_over60 |   62.91265   46.52788     1.35   0.176    -28.28033    154.1056
           hhsize |  -3.884019   1.557728    -2.49   0.013    -6.937111   -.8309281
          f_urban |  -3.669751   2.393726    -1.53   0.125    -8.361367    1.021866
      perc_secBnC |   13.91996    4.75541     2.93   0.003     4.599529    23.24039
             f_rw |  -17.81609   5.967103    -2.99   0.003     -29.5114   -6.120786
n_protest_pre1871 |   .0386937   .1465075     0.26   0.792    -.2484558    .3258431
            _cons |   51.10801   13.37177     3.82   0.000     24.89983     77.3162
-----------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             25.009
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               30.565
                         (Kleibergen-Paap rk Wald F statistic):         23.656
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC f_rw
                      n_protest_pre1871
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.05 18:45:23

. 
. 
. /**********************************************/
. /* Table A3: Robustness to Additional Factors */
. /**********************************************/
. 
. xi i.zupreussen
i.zupreussen      _Izupreusse_1525-1866(naturally coded; _Izupreusse_1525 omitted)
r; t=0.00 18:45:23

. 
. ivreg2 suic_1869_71_pc (f_prot=kmwitt) $demog $urban $econ $educ $other, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      452
                                                      F( 11,   440) =    50.55
                                                      Prob > F      =   0.0000
Total (centered) SS     =  31329.16637                Centered R2   =   0.3891
Total (uncentered) SS   =  107661.6215                Uncentered R2 =   0.8222
Residual SS             =   19138.7649                Root MSE      =    6.507

------------------------------------------------------------------------------
             |               Robust
suic_1869_~c |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |   25.61724   4.196881     6.10   0.000      17.3915    33.84298
   f_under15 |  -83.70774   22.48012    -3.72   0.000     -127.768   -39.64752
    f_over60 |   36.35453   36.77838     0.99   0.323    -35.72977    108.4388
      hhsize |   -4.53202   1.511442    -3.00   0.003    -7.494393   -1.569647
     f_urban |  -4.714847   2.501562    -1.88   0.059    -9.617818    .1881241
 perc_secBnC |   12.24068   4.384635     2.79   0.005     3.646957    20.83441
        f_rw |  -23.08585   8.455024    -2.73   0.006    -39.65739   -6.514304
       f_fem |  -21.40017   27.97582    -0.76   0.444    -76.23177    33.43144
       f_jew |   46.20093   34.70567     1.33   0.183    -21.82094    114.2228
   f_ortsgeb |   11.72533    8.08986     1.45   0.147    -4.130503    27.58117
     f_pruss |  -66.15467   22.26401    -2.97   0.003    -109.7913     -22.518
       _cons |   131.8831   29.91124     4.41   0.000     73.25814     190.508
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             32.243
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               32.605
                         (Kleibergen-Paap rk Wald F statistic):         31.385
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC f_rw f_fem
                      f_jew f_ortsgeb f_pruss
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.06 18:45:23

. ivreg2 suic_1869_71_pc (f_prot=kmwitt) $demog $urban $econ $educ $other $disab, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      452
                                                      F( 14,   437) =    45.09
                                                      Prob > F      =   0.0000
Total (centered) SS     =  31329.16637                Centered R2   =   0.4322
Total (uncentered) SS   =  107661.6215                Uncentered R2 =   0.8348
Residual SS             =   17789.3912                Root MSE      =    6.274

------------------------------------------------------------------------------
             |               Robust
suic_1869_~c |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |    24.7589   3.780858     6.55   0.000     17.34855    32.16924
   f_under15 |  -82.68057   21.91939    -3.77   0.000    -125.6418   -39.71936
    f_over60 |   8.593117   37.93683     0.23   0.821    -65.76171    82.94794
      hhsize |  -4.438434   1.452225    -3.06   0.002    -7.284743   -1.592125
     f_urban |  -4.298855   2.461479    -1.75   0.081    -9.123266    .5255562
 perc_secBnC |   9.445619   3.741547     2.52   0.012     2.112322    16.77892
        f_rw |  -23.00479   8.246065    -2.79   0.005    -39.16678   -6.842805
       f_fem |  -5.420072   25.98219    -0.21   0.835    -56.34423    45.50409
       f_jew |   52.91519   33.39343     1.58   0.113    -12.53473    118.3651
   f_ortsgeb |   10.67098      7.466     1.43   0.153    -3.962115    25.30407
     f_pruss |  -62.76486   22.10371    -2.84   0.005    -106.0873   -19.44238
     f_blind |   7.159913   11.40493     0.63   0.530    -15.19333    29.51316
      f_deaf |  -23.58563    8.69584    -2.71   0.007    -40.62916   -6.542094
      f_dumb |   .7583146   1.670885     0.45   0.650     -2.51656    4.033189
       _cons |   124.9961   29.71736     4.21   0.000     66.75113    183.2411
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             35.649
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               37.874
                         (Kleibergen-Paap rk Wald F statistic):         36.609
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC f_rw f_fem
                      f_jew f_ortsgeb f_pruss f_blind f_deaf f_dumb
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.06 18:45:23

. ivreg2 suic_1869_71_pc (f_prot=kmwitt) $demog $urban $econ $educ $other $disab f_married, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      452
                                                      F( 15,   436) =    16.98
                                                      Prob > F      =   0.0000
Total (centered) SS     =  31329.16637                Centered R2   =  -0.4118
Total (uncentered) SS   =  107661.6215                Uncentered R2 =   0.5892
Residual SS             =  44229.13215                Root MSE      =    9.892

------------------------------------------------------------------------------
             |               Robust
suic_1869_~c |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |   44.90705    16.4391     2.73   0.006     12.68701     77.1271
   f_under15 |   29.52629   51.22719     0.58   0.564    -70.87715    129.9297
    f_over60 |  -1.725428   60.36619    -0.03   0.977     -120.041    116.5901
      hhsize |  -11.57548   3.279943    -3.53   0.000    -18.00405   -5.146915
     f_urban |  -17.25323   9.776219    -1.76   0.078    -36.41426    1.907812
 perc_secBnC |   19.85899   10.50489     1.89   0.059    -.7302244     40.4482
        f_rw |  -68.30873   35.55338    -1.92   0.055    -137.9921    1.374606
       f_fem |  -64.44345   58.53066    -1.10   0.271    -179.1614    50.27454
       f_jew |    106.483   75.49152     1.41   0.158     -41.4777    254.4436
   f_ortsgeb |   31.41819   21.66196     1.45   0.147    -11.03847    73.87485
     f_pruss |  -61.96991   31.55386    -1.96   0.050    -123.8143   -.1254815
     f_blind |  -10.98407   19.74918    -0.56   0.578    -49.69176    27.72362
      f_deaf |  -45.17372   22.70208    -1.99   0.047    -89.66898   -.6784527
      f_dumb |   -.160874   2.346895    -0.07   0.945    -4.760704    4.438956
   f_married |  -191.9991    104.487    -1.84   0.066    -396.7899    12.79172
       _cons |   267.9644   91.20611     2.94   0.003     89.20376    446.7251
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):              5.503
                                                   Chi-sq(1) P-val =    0.0190
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):                7.039
                         (Kleibergen-Paap rk Wald F statistic):          5.476
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC f_rw f_fem
                      f_jew f_ortsgeb f_pruss f_blind f_deaf f_dumb f_married
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.17 18:45:23

. ivreg2 suic_1869_71_pc (f_prot=kmwitt) $demog $urban $econ $educ $other $disab elevation, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      452
                                                      F( 15,   436) =    46.18
                                                      Prob > F      =   0.0000
Total (centered) SS     =  31329.16637                Centered R2   =   0.4224
Total (uncentered) SS   =  107661.6215                Uncentered R2 =   0.8319
Residual SS             =  18096.80382                Root MSE      =    6.327

------------------------------------------------------------------------------
             |               Robust
suic_1869_~c |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |   25.73553   4.166128     6.18   0.000     17.57007    33.90099
   f_under15 |  -78.75519   20.94939    -3.76   0.000    -119.8152   -37.69513
    f_over60 |   38.24841   39.80608     0.96   0.337    -39.77008    116.2669
      hhsize |  -3.373348   1.664916    -2.03   0.043    -6.636523   -.1101725
     f_urban |  -2.347197   2.415063    -0.97   0.331    -7.080632    2.386239
 perc_secBnC |   6.692152   3.532358     1.89   0.058    -.2311429    13.61545
        f_rw |   -23.6117   8.545521    -2.76   0.006    -40.36061   -6.862781
       f_fem |   -28.9901   29.61447    -0.98   0.328    -87.03339     29.0532
       f_jew |   59.61426    35.6515     1.67   0.094    -10.26139    129.4899
   f_ortsgeb |   5.867849   6.304073     0.93   0.352    -6.487908    18.22361
     f_pruss |  -50.69127   17.31413    -2.93   0.003    -84.62635    -16.7562
     f_blind |   7.027346   11.63417     0.60   0.546    -15.77521     29.8299
      f_deaf |  -27.23532   9.587947    -2.84   0.005    -46.02735    -8.44329
      f_dumb |   .5323556   1.715357     0.31   0.756    -2.829683    3.894394
   elevation |   .0146057   .0055791     2.62   0.009     .0036709    .0255405
       _cons |   117.9939   26.05877     4.53   0.000     66.91962    169.0681
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             33.578
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               36.215
                         (Kleibergen-Paap rk Wald F statistic):         34.048
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC f_rw f_fem
                      f_jew f_ortsgeb f_pruss f_blind f_deaf f_dumb elevation
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.07 18:45:23

. ivreg2 suic_1869_71_pc (f_prot=kmwitt) $demog $urban $econ $educ lat_rad lon_rad latlon, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      452
                                                      F( 10,   441) =    88.91
                                                      Prob > F      =   0.0000
Total (centered) SS     =  31329.16637                Centered R2   =   0.6327
Total (uncentered) SS   =  107661.6215                Uncentered R2 =   0.8931
Residual SS             =  11508.72927                Root MSE      =    5.046

------------------------------------------------------------------------------
             |               Robust
suic_1869_~c |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |   17.09374   2.313014     7.39   0.000     12.56032    21.62717
   f_under15 |  -80.22659    15.0626    -5.33   0.000    -109.7488   -50.70443
    f_over60 |   20.26053   29.82308     0.68   0.497    -38.19162    78.71269
      hhsize |  -3.495188   1.262231    -2.77   0.006    -5.969114   -1.021261
     f_urban |   -.436537    1.78894    -0.24   0.807    -3.942795    3.069721
 perc_secBnC |   4.070186   2.271505     1.79   0.073    -.3818817    8.522254
        f_rw |   -8.30474   5.343963    -1.55   0.120    -18.77872    2.169236
     lat_rad |   55.45284   43.82873     1.27   0.206    -30.44989    141.3556
     lon_rad |   481.0429   106.7519     4.51   0.000     271.8131    690.2727
      latlon |  -519.0549   118.8825    -4.37   0.000    -752.0603   -286.0495
       _cons |   .0152302   39.60656     0.00   1.000     -77.6122    77.64266
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             77.724
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               98.958
                         (Kleibergen-Paap rk Wald F statistic):        134.737
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC f_rw
                      lat_rad lon_rad latlon
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.06 18:45:23

. ivreg2 suic_1869_71_pc (f_prot=kmwitt) $demog $urban $econ $educ _Izupreusse_*, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      452
                                                      F( 42,   409) =    63.47
                                                      Prob > F      =   0.0000
Total (centered) SS     =  31329.16637                Centered R2   =   0.5470
Total (uncentered) SS   =  107661.6215                Uncentered R2 =   0.8682
Residual SS             =  14192.52501                Root MSE      =    5.604

----------------------------------------------------------------------------------
                 |               Robust
 suic_1869_71_pc |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-----------------+----------------------------------------------------------------
          f_prot |   26.07588   3.970496     6.57   0.000     18.29385    33.85791
       f_under15 |  -65.66844   18.30868    -3.59   0.000    -101.5528   -29.78409
        f_over60 |   22.94764   34.89776     0.66   0.511     -45.4507    91.34599
          hhsize |  -1.314465   1.840942    -0.71   0.475    -4.922644    2.293715
         f_urban |  -1.506703    2.45425    -0.61   0.539    -6.316945    3.303538
     perc_secBnC |   7.691052   3.103164     2.48   0.013     1.608963    13.77314
            f_rw |   -3.99719    5.21529    -0.77   0.443    -14.21897    6.224591
_Izupreusse_1556 |  -1.052345   .8892052    -1.18   0.237    -2.795155    .6904651
_Izupreusse_1609 |  -.7221106   2.440575    -0.30   0.767     -5.50555    4.061328
_Izupreusse_1614 |   4.197047     3.8916     1.08   0.281    -3.430348    11.82444
_Izupreusse_1648 |  -1.376254     2.0481    -0.67   0.502    -5.390456    2.637947
_Izupreusse_1650 |   11.91544   3.527764     3.38   0.001     5.001154    18.82974
_Izupreusse_1657 |  -7.119016   1.397869    -5.09   0.000    -9.858789   -4.379244
_Izupreusse_1666 |   7.285076   3.297668     2.21   0.027     .8217656    13.74839
_Izupreusse_1680 |   4.107216   2.103443     1.95   0.051    -.0154563    8.229887
_Izupreusse_1686 |    2.13955   1.234939     1.73   0.083    -.2808864    4.559987
_Izupreusse_1702 |   7.800968   3.909716     2.00   0.046     .1380657    15.46387
_Izupreusse_1707 |   4.873488   1.753256     2.78   0.005      1.43717    8.309807
_Izupreusse_1713 |   8.879296    3.29787     2.69   0.007     2.415589      15.343
_Izupreusse_1714 |  -5.876978    1.46988    -4.00   0.000     -8.75789   -2.996066
_Izupreusse_1720 |  -1.449906   1.265508    -1.15   0.252    -3.930256    1.030444
_Izupreusse_1742 |   9.894539   2.535918     3.90   0.000     4.924231    14.86485
_Izupreusse_1744 |  -6.696687   1.657435    -4.04   0.000    -9.945199   -3.448174
_Izupreusse_1745 |   18.53036   4.200607     4.41   0.000     10.29732     26.7634
_Izupreusse_1757 |   12.78456   1.847462     6.92   0.000     9.163596    16.40552
_Izupreusse_1763 |   14.75385   3.861725     3.82   0.000     7.185012     22.3227
_Izupreusse_1770 |   16.95661   3.595798     4.72   0.000     9.908979    24.00425
_Izupreusse_1772 |   6.778225   1.947221     3.48   0.000     2.961742    10.59471
_Izupreusse_1773 |  -4.918097   1.896331    -2.59   0.010    -8.634837   -1.201357
_Izupreusse_1792 |   7.704564   2.257805     3.41   0.001     3.279348    12.12978
_Izupreusse_1793 |   8.943909   2.347447     3.81   0.000     4.342997    13.54482
_Izupreusse_1802 |    8.82411   3.008185     2.93   0.003     2.928177    14.72004
_Izupreusse_1803 |  -2.390768   1.896161    -1.26   0.207    -6.107175    1.325639
_Izupreusse_1805 |  -2.623935    1.13065    -2.32   0.020     -4.83997   -.4079013
_Izupreusse_1808 |  -7.963632   1.160899    -6.86   0.000    -10.23895   -5.688312
_Izupreusse_1813 |   8.180528   4.174933     1.96   0.050    -.0021909    16.36325
_Izupreusse_1815 |   5.952385   2.367232     2.51   0.012     1.312694    10.59208
_Izupreusse_1816 |   7.137577   4.071094     1.75   0.080    -.8416216    15.11678
_Izupreusse_1818 |  -5.804124   1.184607    -4.90   0.000    -8.125912   -3.482337
_Izupreusse_1834 |   5.445017   2.252563     2.42   0.016     1.030075    9.859958
_Izupreusse_1850 |   15.48117   7.148472     2.17   0.030     1.470421    29.49192
_Izupreusse_1866 |   3.009111   1.476417     2.04   0.042     .1153859    5.902836
           _cons |   20.81139   14.92377     1.39   0.163     -8.43867    50.06145
----------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             27.609
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               36.791
                         (Kleibergen-Paap rk Wald F statistic):         27.847
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Warning: estimated covariance matrix of moment conditions not of full rank.
         overidentification statistic not reported, and standard errors and
         model tests should be interpreted with caution.
Possible causes:
         singleton dummy variable (dummy with one 1 and N-1 0s or vice versa)
partial option may address problem.
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC f_rw
                      _Izupreusse_1556 _Izupreusse_1609 _Izupreusse_1614
                      _Izupreusse_1648 _Izupreusse_1650 _Izupreusse_1657
                      _Izupreusse_1666 _Izupreusse_1680 _Izupreusse_1686
                      _Izupreusse_1702 _Izupreusse_1707 _Izupreusse_1713
                      _Izupreusse_1714 _Izupreusse_1720 _Izupreusse_1742
                      _Izupreusse_1744 _Izupreusse_1745 _Izupreusse_1757
                      _Izupreusse_1763 _Izupreusse_1770 _Izupreusse_1772
                      _Izupreusse_1773 _Izupreusse_1792 _Izupreusse_1793
                      _Izupreusse_1802 _Izupreusse_1803 _Izupreusse_1805
                      _Izupreusse_1808 _Izupreusse_1813 _Izupreusse_1815
                      _Izupreusse_1816 _Izupreusse_1818 _Izupreusse_1834
                      _Izupreusse_1850 _Izupreusse_1866
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.10 18:45:23

. ivreg2 suic_1869_71_pc (f_prot=kmwitt) $demog $urban $econ $educ if county_dprot_l2==1, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      158
                                                      F(  7,   150) =    39.48
                                                      Prob > F      =   0.0000
Total (centered) SS     =  12551.58166                Centered R2   =   0.6355
Total (uncentered) SS   =  39412.11144                Uncentered R2 =   0.8839
Residual SS             =  4574.567053                Root MSE      =    5.381

------------------------------------------------------------------------------
             |               Robust
suic_1869_~c |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |   20.56991   2.744254     7.50   0.000     15.19127    25.94855
   f_under15 |  -27.91841   31.38392    -0.89   0.374    -89.42976    33.59295
    f_over60 |   144.4067   69.90928     2.07   0.039     7.387081    281.4264
      hhsize |  -6.507684   1.550773    -4.20   0.000    -9.547144   -3.468224
     f_urban |  -1.750863   4.245164    -0.41   0.680    -10.07123    6.569505
 perc_secBnC |   12.02213   5.786843     2.08   0.038     .6801296    23.36414
        f_rw |   -12.4585   7.386679    -1.69   0.092    -26.93613    2.019123
       _cons |   37.39687   19.45814     1.92   0.055    -.7403718    75.53412
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             25.007
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               40.136
                         (Kleibergen-Paap rk Wald F statistic):         25.750
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC f_rw
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.05 18:45:23

. 
. 
. /**********************************************************/
. /* Table A4: Accounting for Unpleasant Weather Conditions */
. /**********************************************************/
. 
. reg rain_n kmwitt, robust

Linear regression                               Number of obs     =        452
                                                F(1, 450)         =     136.74
                                                Prob > F          =     0.0000
                                                R-squared         =     0.1787
                                                Root MSE          =     105.28

------------------------------------------------------------------------------
             |               Robust
      rain_n |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
kmwittenberg |   329.7813   28.20198    11.69   0.000     274.3574    385.2052
       _cons |    559.981   8.982601    62.34   0.000      542.328    577.6341
------------------------------------------------------------------------------
r; t=0.01 18:45:23

. reg temp_n kmwitt, robust

Linear regression                               Number of obs     =        452
                                                F(1, 450)         =      63.96
                                                Prob > F          =     0.0000
                                                R-squared         =     0.1198
                                                Root MSE          =     .78699

------------------------------------------------------------------------------
             |               Robust
      temp_n |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
kmwittenberg |   -1.94928   .2437371    -8.00   0.000    -2.428285   -1.470276
       _cons |   9.080738   .0662834   137.00   0.000     8.950475    9.211002
------------------------------------------------------------------------------
r; t=0.01 18:45:23

. regress f_prot kmwitt $demog $urban $econ $educ rain_n temp_n, robust

Linear regression                               Number of obs     =        452
                                                F(9, 442)         =      51.02
                                                Prob > F          =     0.0000
                                                R-squared         =     0.3868
                                                Root MSE          =     .29925

------------------------------------------------------------------------------
             |               Robust
      f_prot |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
kmwittenberg |   -.537772   .1651321    -3.26   0.001    -.8623136   -.2132303
   f_under15 |   1.283323   .7256278     1.77   0.078    -.1427864    2.709432
    f_over60 |   -.716577   1.775621    -0.40   0.687    -4.206287    2.773133
      hhsize |   .0339644   .0644379     0.53   0.598    -.0926783    .1606071
     f_urban |   .2670313   .0932059     2.86   0.004     .0838495     .450213
 perc_secBnC |  -.2665265   .1638475    -1.63   0.105    -.5885435    .0554904
        f_rw |   1.677141   .1723743     9.73   0.000     1.338366    2.015916
      rain_n |  -.0007647   .0002455    -3.11   0.002    -.0012473   -.0002821
      temp_n |  -.2222655   .0234358    -9.48   0.000    -.2683249   -.1762061
       _cons |   1.185239   .4996518     2.37   0.018     .2032507    2.167228
------------------------------------------------------------------------------
r; t=0.11 18:45:23

. ivreg2 suic_1869_71_pc (f_prot=kmwitt) $demog $urban $econ $educ rain_n temp_n, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      452
                                                      F(  9,   442) =    71.54
                                                      Prob > F      =   0.0000
Total (centered) SS     =  31329.16637                Centered R2   =   0.5790
Total (uncentered) SS   =  107661.6215                Uncentered R2 =   0.8775
Residual SS             =  13190.61393                Root MSE      =    5.402

------------------------------------------------------------------------------
             |               Robust
suic_1869_~c |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |   18.47864   4.729314     3.91   0.000     9.209356    27.74793
   f_under15 |  -74.22761   20.38257    -3.64   0.000    -114.1767    -34.2785
    f_over60 |   35.05493   33.64448     1.04   0.297    -30.88705    100.9969
      hhsize |  -4.976546   1.017984    -4.89   0.000    -6.971758   -2.981335
     f_urban |  -2.672414   2.628902    -1.02   0.309    -7.824968     2.48014
 perc_secBnC |   9.127253    2.63743     3.46   0.001     3.957985    14.29652
        f_rw |  -11.80176   9.679152    -1.22   0.223    -30.77255    7.169031
      rain_n |  -.0060643   .0066357    -0.91   0.361    -.0190701    .0069415
      temp_n |    .818542   1.144319     0.72   0.474    -1.424282    3.061366
       _cons |   54.03973   10.28103     5.26   0.000     33.88928    74.19018
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             10.904
                                                   Chi-sq(1) P-val =    0.0010
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               12.350
                         (Kleibergen-Paap rk Wald F statistic):         10.606
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC f_rw rain_n
                      temp_n
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.06 18:45:23

. 
. 
. /**************************************/
. /* Table A5: Alternative Death Causes */
. /**************************************/
. 
. replace dead_1869_71_pc = dead_1869_71_pc/10
(452 real changes made)
r; t=0.00 18:45:23

. 
. ivreg2 suic_1869_71_pc (f_prot=kmwitt) $demog $urban $econ $educ facc_1869_71_pc, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      452
                                                      F(  8,   443) =    59.24
                                                      Prob > F      =   0.0000
Total (centered) SS     =  31329.16637                Centered R2   =   0.4515
Total (uncentered) SS   =  107661.6215                Uncentered R2 =   0.8404
Residual SS             =   17183.8266                Root MSE      =    6.166

---------------------------------------------------------------------------------
                |               Robust
suic_1869_71_pc |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
----------------+----------------------------------------------------------------
         f_prot |   23.00436   3.156043     7.29   0.000     16.81863    29.19009
      f_under15 |  -82.14302   17.87756    -4.59   0.000    -117.1824   -47.10364
       f_over60 |   28.23539   36.43147     0.78   0.438    -43.16898    99.63976
         hhsize |  -4.366322   1.300358    -3.36   0.001    -6.914976   -1.817667
        f_urban |  -4.781705   2.573001    -1.86   0.063    -9.824694    .2612838
    perc_secBnC |   14.48281    4.81296     3.01   0.003     5.049577    23.91604
           f_rw |  -17.96514   5.769865    -3.11   0.002    -29.27387   -6.656414
facc_1869_71_pc |  -.0551527   .0337801    -1.63   0.103    -.1213604     .011055
          _cons |   60.90582   10.27762     5.93   0.000     40.76206    81.04958
---------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             33.835
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               43.120
                         (Kleibergen-Paap rk Wald F statistic):         33.433
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC f_rw
                      facc_1869_71_pc
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.05 18:45:23

. ivreg2 suic_1869_71_pc (f_prot=kmwitt) $demog $urban $econ $educ dead_1869_71_pc, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      452
                                                      F(  8,   443) =    46.79
                                                      Prob > F      =   0.0000
Total (centered) SS     =  31329.16637                Centered R2   =   0.3600
Total (uncentered) SS   =  107661.6215                Uncentered R2 =   0.8138
Residual SS             =  20049.20708                Root MSE      =     6.66

---------------------------------------------------------------------------------
                |               Robust
suic_1869_71_pc |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
----------------+----------------------------------------------------------------
         f_prot |   25.52122   4.507563     5.66   0.000     16.68656    34.35588
      f_under15 |  -70.64001   19.80075    -3.57   0.000    -109.4488   -31.83125
       f_over60 |   98.47448   58.79249     1.67   0.094    -16.75667    213.7056
         hhsize |  -2.662784   2.044988    -1.30   0.193    -6.670887     1.34532
        f_urban |  -2.577531   2.318633    -1.11   0.266    -7.121969    1.966907
    perc_secBnC |   12.57288   4.797561     2.62   0.009     3.169834    21.97593
           f_rw |  -16.66917   6.112044    -2.73   0.006    -28.64856   -4.689783
dead_1869_71_pc |   .0383261   .0178415     2.15   0.032     .0033573    .0732949
          _cons |   27.70852   21.39449     1.30   0.195    -14.22392    69.64096
---------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             20.910
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               24.713
                         (Kleibergen-Paap rk Wald F statistic):         19.170
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC f_rw
                      dead_1869_71_pc
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.07 18:45:24

. ivreg2 suic_1869_71_pc (f_prot=kmwitt) $demog $urban $educ $occ1882, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      452
                                                      F( 38,   413) =    13.86
                                                      Prob > F      =   0.0000
Total (centered) SS     =  31329.16637                Centered R2   =   0.2519
Total (uncentered) SS   =  107661.6215                Uncentered R2 =   0.7823
Residual SS             =   23438.6718                Root MSE      =    7.201

---------------------------------------------------------------------------------------
                      |               Robust
      suic_1869_71_pc |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
----------------------+----------------------------------------------------------------
               f_prot |   31.45838   10.40664     3.02   0.003     11.06175    51.85502
            f_under15 |  -21.61139   32.35208    -0.67   0.504    -85.02031    41.79753
             f_over60 |   166.4615   92.12752     1.81   0.071    -14.10515    347.0281
               hhsize |  -3.255248   2.639192    -1.23   0.217    -8.427969    1.917473
              f_urban |  -11.07001   5.413337    -2.04   0.041    -21.67995   -.4600607
                 f_rw |  -26.28542   14.80749    -1.78   0.076    -55.30758     2.73673
   perc_occ1882_var_2 |  -74.54491   66.48385    -1.12   0.262    -204.8509    55.76104
   perc_occ1882_var_3 |   26.65175   8.996026     2.96   0.003     9.019859    44.28363
   perc_occ1882_var_4 |   58.21595   29.18519     1.99   0.046     1.014024    115.4179
   perc_occ1882_var_5 |   3.847159   14.10248     0.27   0.785    -23.79319    31.48751
   perc_occ1882_var_6 |  -36.14342   50.52485    -0.72   0.474    -135.1703    62.88346
   perc_occ1882_var_7 |   130.7137   95.43553     1.37   0.171    -56.33647    317.7639
   perc_occ1882_var_8 |   10.94104   208.8317     0.05   0.958    -398.3616    420.2437
   perc_occ1882_var_9 |   17.55355   7.837521     2.24   0.025      2.19229    32.91481
  perc_occ1882_var_10 |   35.60868   52.61135     0.68   0.499    -67.50767     138.725
  perc_occ1882_var_11 |   15.95917   72.29579     0.22   0.825     -125.738    157.6563
  perc_occ1882_var_12 |    31.6496   62.64234     0.51   0.613    -91.12713    154.4263
  perc_occ1882_var_13 |   55.49347    42.0426     1.32   0.187    -26.90852    137.8955
  perc_occ1882_var_14 |  -74.99257    56.9604    -1.32   0.188    -186.6329    36.64776
  perc_occ1882_var_15 |   197.3174   322.5884     0.61   0.541    -434.9443    829.5792
  perc_occ1882_var_16 |   316.1081   261.5932     1.21   0.227    -196.6052    828.8214
  perc_occ1882_var_17 |   -.576669   45.56944    -0.01   0.990    -89.89113    88.73779
perc_occ1882_var_18_1 |  -82.63472   66.14613    -1.25   0.212    -212.2788    47.00931
perc_occ1882_var_18_2 |   874.8246   335.7693     2.61   0.009     216.7289     1532.92
perc_occ1882_var_18_3 |  -625.9324   1350.703    -0.46   0.643    -3273.261    2021.397
perc_occ1882_var_18_4 |   279.2025   188.0673     1.48   0.138    -89.40261    647.8076
  perc_occ1882_var_19 |   25.18409   514.0124     0.05   0.961    -982.2617     1032.63
perc_occ1882_var_20_1 |   98.44083   77.98327     1.26   0.207    -54.40357    251.2852
perc_occ1882_var_20_2 |  -448.6458   186.3342    -2.41   0.016    -813.8541    -83.4376
perc_occ1882_var_20_3 |  -46.41449   43.34894    -1.07   0.284    -131.3769    38.54787
  perc_occ1882_var_21 |   462.8087   175.3314     2.64   0.008     119.1654    806.4519
  perc_occ1882_var_22 |   85.32938   36.91854     2.31   0.021     12.97038    157.6884
perc_occ1882_var_23_1 |   13.88742   19.19509     0.72   0.469    -23.73426    51.50911
perc_occ1882_var_23_2 |   76.24791   197.1299     0.39   0.699    -310.1195    462.6153
perc_occ1882_var_23_3 |   273.2696   319.3001     0.86   0.392     -352.547    899.0863
perc_occ1882_var_23_4 |   682.7284   409.6091     1.67   0.096    -120.0907    1485.547
perc_occ1882_var_23_5 |  -374.3235    286.652    -1.31   0.192    -936.1512    187.5041
  perc_occ1882_var_25 |  -85.13458   71.03234    -1.20   0.231    -224.3554    54.08625
                _cons |   22.95305   21.74722     1.06   0.291    -19.67071    65.57681
---------------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):              6.352
                                                   Chi-sq(1) P-val =    0.0117
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):                7.401
                         (Kleibergen-Paap rk Wald F statistic):          5.511
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban f_rw perc_occ1882_var_2
                      perc_occ1882_var_3 perc_occ1882_var_4 perc_occ1882_var_5
                      perc_occ1882_var_6 perc_occ1882_var_7 perc_occ1882_var_8
                      perc_occ1882_var_9 perc_occ1882_var_10 perc_occ1882_var_11
                      perc_occ1882_var_12 perc_occ1882_var_13
                      perc_occ1882_var_14 perc_occ1882_var_15
                      perc_occ1882_var_16 perc_occ1882_var_17
                      perc_occ1882_var_18_1 perc_occ1882_var_18_2
                      perc_occ1882_var_18_3 perc_occ1882_var_18_4
                      perc_occ1882_var_19 perc_occ1882_var_20_1
                      perc_occ1882_var_20_2 perc_occ1882_var_20_3
                      perc_occ1882_var_21 perc_occ1882_var_22
                      perc_occ1882_var_23_1 perc_occ1882_var_23_2
                      perc_occ1882_var_23_3 perc_occ1882_var_23_4
                      perc_occ1882_var_23_5 perc_occ1882_var_25
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.12 18:45:24

. ivreg2 facc_1869_71_pc (f_prot=kmwitt) $demog $urban $econ $educ eastprussia, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      452
                                                      F(  8,   443) =    16.51
                                                      Prob > F      =   0.0000
Total (centered) SS     =  112571.9636                Centered R2   =   0.3577
Total (uncentered) SS   =  923054.3855                Uncentered R2 =   0.9217
Residual SS             =   72307.2381                Root MSE      =    12.65

------------------------------------------------------------------------------
             |               Robust
facc_1869_~c |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |   3.295916   3.218802     1.02   0.306    -3.012821    9.604653
   f_under15 |  -31.79225     34.087    -0.93   0.351    -98.60154    35.01704
    f_over60 |  -344.6722   73.82805    -4.67   0.000    -489.3725   -199.9718
      hhsize |  -2.546072   2.146269    -1.19   0.236    -6.752682    1.660538
     f_urban |  -24.16934   5.976843    -4.04   0.000    -35.88374   -12.45495
 perc_secBnC |    37.0545   8.638956     4.29   0.000     20.12246    53.98654
        f_rw |  -27.93678   9.976126    -2.80   0.005    -47.48963   -8.383933
 eastprussia |   13.57242   3.368258     4.03   0.000     6.970759    20.17409
       _cons |   106.7962   21.47144     4.97   0.000     64.71293    148.8794
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             80.836
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):              155.758
                         (Kleibergen-Paap rk Wald F statistic):        174.488
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC f_rw
                      eastprussia
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.16 18:45:24

. ivreg2 dead_1869_71_pc (f_prot=kmwitt) $demog $urban $econ $educ, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      452
                                                      F(  7,   444) =    23.71
                                                      Prob > F      =   0.0000
Total (centered) SS     =  451837.8588                Centered R2   =   0.2527
Total (uncentered) SS   =  35493893.37                Uncentered R2 =   0.9905
Residual SS             =  337674.2349                Root MSE      =    27.33

------------------------------------------------------------------------------
             |               Robust
dead_1869_~c |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |  -39.28447   15.90165    -2.47   0.013    -70.45114   -8.117804
   f_under15 |  -222.0297   75.87802    -2.93   0.003    -370.7479   -73.31155
    f_over60 |  -973.1531   203.5712    -4.78   0.000    -1372.145   -574.1609
      hhsize |  -30.83957    6.95217    -4.44   0.000    -44.46557   -17.21356
     f_urban |  -26.79698   11.33059    -2.37   0.018    -49.00453   -4.589436
 perc_secBnC |   37.78728   22.63329     1.67   0.095    -6.573158    82.14772
        f_rw |  -32.85961   27.85522    -1.18   0.238    -87.45483    21.73561
       _cons |   626.2678   53.07974    11.80   0.000     522.2334    730.3022
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             24.250
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               29.855
                         (Kleibergen-Paap rk Wald F statistic):         22.793
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC f_rw
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.08 18:45:24

. ivreg2 suic_1869_71_pd (f_prot=kmwitt) $demog $urban $econ $educ, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      452
                                                      F(  7,   444) =    51.65
                                                      Prob > F      =   0.0000
Total (centered) SS     =  4545.753217                Centered R2   =   0.3929
Total (uncentered) SS   =  14855.72015                Uncentered R2 =   0.8142
Residual SS             =  2759.883403                Root MSE      =    2.471

------------------------------------------------------------------------------
             |               Robust
suic_1869_~d |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |   9.264651   1.465154     6.32   0.000     6.393002     12.1363
   f_under15 |  -25.91447   7.301118    -3.55   0.000     -40.2244   -11.60455
    f_over60 |   38.41729   17.62068     2.18   0.029     3.881399    72.95319
      hhsize |  -.7663092   .6081992    -1.26   0.208    -1.958358    .4257394
     f_urban |  -.8463091   .8831275    -0.96   0.338    -2.577207    .8845891
 perc_secBnC |   4.490705   1.895783     2.37   0.018     .7750389    8.206371
        f_rw |  -6.139305   2.357348    -2.60   0.009    -10.75962   -1.518988
       _cons |   13.00767   5.025868     2.59   0.010     3.157148    22.85819
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             24.250
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               29.855
                         (Kleibergen-Paap rk Wald F statistic):         22.793
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC f_rw
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.08 18:45:24

. 
. 
. /*************************************/
. /* Table A6: Religious Concentration */
. /*************************************/
. 
. ivreg2 suic_1869_71_pc (f_prot=kmwitt) $demog $urban $econ $educ herfindahl, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      452
                                                      F(  8,   443) =    58.99
                                                      Prob > F      =   0.0000
Total (centered) SS     =  31329.16637                Centered R2   =   0.4004
Total (uncentered) SS   =  107661.6215                Uncentered R2 =   0.8255
Residual SS             =  18783.77894                Root MSE      =    6.446

------------------------------------------------------------------------------
             |               Robust
suic_1869_~c |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |   24.73904   4.028936     6.14   0.000     16.84247    32.63561
   f_under15 |  -83.07439   18.31782    -4.54   0.000    -118.9767   -47.17212
    f_over60 |   69.19201   46.89939     1.48   0.140    -22.72911    161.1131
      hhsize |  -3.349569   1.710025    -1.96   0.050    -6.701158    .0020192
     f_urban |  -4.610815   2.542362    -1.81   0.070    -9.593753    .3721219
 perc_secBnC |   13.12902   4.573464     2.87   0.004     4.165197    22.09285
        f_rw |  -15.21626   5.386302    -2.82   0.005    -25.77322   -4.659305
  herfindahl |  -7.577407   3.270136    -2.32   0.020    -13.98676   -1.168059
       _cons |     54.062   12.11133     4.46   0.000     30.32423    77.79976
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             25.575
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               29.067
                         (Kleibergen-Paap rk Wald F statistic):         24.169
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC f_rw
                      herfindahl
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.06 18:45:24

. ivreg2 suic_1869_71_pc (f_prot=kmwitt) $demog $urban $econ $educ if f_prot<0.02 | f_prot>0.98, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =      142
                                                      F(  7,   134) =    20.33
                                                      Prob > F      =   0.0000
Total (centered) SS     =  10399.26639                Centered R2   =   0.6229
Total (uncentered) SS   =  46598.61539                Uncentered R2 =   0.9159
Residual SS             =  3921.157283                Root MSE      =    5.255

------------------------------------------------------------------------------
             |               Robust
suic_1869_~c |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |   15.44251   3.318769     4.65   0.000     8.937839    21.94717
   f_under15 |  -54.08054   30.32689    -1.78   0.075    -113.5202    5.359073
    f_over60 |   80.99705   56.67764     1.43   0.153    -30.08909    192.0832
      hhsize |  -4.717237   2.134682    -2.21   0.027    -8.901137   -.5333367
     f_urban |  -1.672346   6.617722    -0.25   0.800    -14.64284    11.29815
 perc_secBnC |   16.59849   7.462515     2.22   0.026     1.972227    31.22475
        f_rw |   4.627939    8.05503     0.57   0.566    -11.15963    20.41551
       _cons |   29.68749   19.07509     1.56   0.120    -7.698997    67.07397
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):             12.370
                                                   Chi-sq(1) P-val =    0.0004
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):               22.860
                         (Kleibergen-Paap rk Wald F statistic):         17.716
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC f_rw
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.17 18:45:24

. ivreg2 suic_1869_71_pc (f_prot=kmwitt) $demog $urban $econ $educ if f_prot<0.005 | f_prot>0.995, robust

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =       33
                                                      F(  7,    25) =    25.74
                                                      Prob > F      =   0.0000
Total (centered) SS     =  3670.102599                Centered R2   =   0.8379
Total (uncentered) SS   =  12908.82977                Uncentered R2 =   0.9539
Residual SS             =  594.8345887                Root MSE      =    4.246

------------------------------------------------------------------------------
             |               Robust
suic_1869_~c |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_prot |   17.57424   7.765609     2.26   0.024     2.353924    32.79455
   f_under15 |  -117.1995   70.14096    -1.67   0.095    -254.6733    20.27424
    f_over60 |   81.52447   216.1408     0.38   0.706    -342.1037    505.1527
      hhsize |  -3.910986     3.3152    -1.18   0.238    -10.40866    2.586687
     f_urban |  -34.46815   25.07614    -1.37   0.169     -83.6165    14.68019
 perc_secBnC |   52.27477    9.32869     5.60   0.000     33.99088    70.55867
        f_rw |  -39.94564   23.62698    -1.69   0.091    -86.25366    6.362386
       _cons |   85.79237   45.93819     1.87   0.062    -4.244835    175.8296
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):              2.216
                                                   Chi-sq(1) P-val =    0.1366
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):                3.381
                         (Kleibergen-Paap rk Wald F statistic):          2.394
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         f_prot
Included instruments: f_under15 f_over60 hhsize f_urban perc_secBnC f_rw
Excluded instruments: kmwittenberg
------------------------------------------------------------------------------
r; t=0.06 18:45:24

. 
. 
. /******************************************************/
. /* Table A7: descriptive statistics from Hilse (1871) */
. /******************************************************/
. 
. /************************************************************/
. /* Tables A8 and A9 and Table 4: see suicide-1816-restat.do */
. /************************************************************/
. 
. /**************************************************/
. /* Table 5: see suicide-1816-1871-panel-restat.do */
. /**************************************************/
. 
. /**********************************************************************************/
. /* Table 6: Discriminating between Sociological and Theological Explanations 1871 */
. /**********************************************************************************/
. 
. global demog     "f_under15 f_over60 hhsize"
r; t=0.00 18:45:24

. global urban     "f_urban"
r; t=0.00 18:45:24

. global disab     "f_blind f_deaf f_dumb"
r; t=0.00 18:45:24

. global econ      "perc_secBnC"
r; t=0.00 18:45:24

. global educ      "f_rw"
r; t=0.00 18:45:24

. 
. global soci_theovars "f_comm f_prot q1_f_comm f_prot_q1_f_comm q4_f_urban f_prot_q4_f_urban"
r; t=0.00 18:45:24

. 
. for any f_urban: sum X, d \ gen q1_X = (X<r(p25)) \ sum X, d \ gen q2_X = (X>=r(p25) & X<r(p50)) \ sum X, d \ gen q3_X = (X>=r(p50) & X<r(p75)) \ sum X, d \ gen q4_X = (X>=r(p75))

->  sum f_urban, d

             Share of population living in towns
-------------------------------------------------------------
      Percentiles      Smallest
 1%            0              0
 5%     .0558023              0
10%     .0847407              0       Obs                 452
25%     .1464854              0       Sum of Wgt.         452

50%     .2220152                      Mean           .2753446
                        Largest       Std. Dev.      .2190029
75%     .3246959              1
90%     .4935183              1       Variance       .0479623
95%            1              1       Skewness       2.032346
99%            1              1       Kurtosis       7.267471

->  gen q1_f_urban = (f_urban<r(p25))

->  sum f_urban, d

             Share of population living in towns
-------------------------------------------------------------
      Percentiles      Smallest
 1%            0              0
 5%     .0558023              0
10%     .0847407              0       Obs                 452
25%     .1464854              0       Sum of Wgt.         452

50%     .2220152                      Mean           .2753446
                        Largest       Std. Dev.      .2190029
75%     .3246959              1
90%     .4935183              1       Variance       .0479623
95%            1              1       Skewness       2.032346
99%            1              1       Kurtosis       7.267471

->  gen q2_f_urban = (f_urban>=r(p25) & f_urban<r(p50))

->  sum f_urban, d

             Share of population living in towns
-------------------------------------------------------------
      Percentiles      Smallest
 1%            0              0
 5%     .0558023              0
10%     .0847407              0       Obs                 452
25%     .1464854              0       Sum of Wgt.         452

50%     .2220152                      Mean           .2753446
                        Largest       Std. Dev.      .2190029
75%     .3246959              1
90%     .4935183              1       Variance       .0479623
95%            1              1       Skewness       2.032346
99%            1              1       Kurtosis       7.267471

->  gen q3_f_urban = (f_urban>=r(p50) & f_urban<r(p75))

->  sum f_urban, d

             Share of population living in towns
-------------------------------------------------------------
      Percentiles      Smallest
 1%            0              0
 5%     .0558023              0
10%     .0847407              0       Obs                 452
25%     .1464854              0       Sum of Wgt.         452

50%     .2220152                      Mean           .2753446
                        Largest       Std. Dev.      .2190029
75%     .3246959              1
90%     .4935183              1       Variance       .0479623
95%            1              1       Skewness       2.032346
99%            1              1       Kurtosis       7.267471

->  gen q4_f_urban = (f_urban>=r(p75))
r; t=0.00 18:45:24

. for any  q1_f_urban q2_f_urban q3_f_urban q4_f_urban: gen f_prot_X = f_prot * X

->  gen f_prot_q1_f_urban = f_prot * q1_f_urban

->  gen f_prot_q2_f_urban = f_prot * q2_f_urban

->  gen f_prot_q3_f_urban = f_prot * q3_f_urban

->  gen f_prot_q4_f_urban = f_prot * q4_f_urban
r; t=0.00 18:45:24

. 
. for any f_comm: sum X, d \ gen q1_X = (X<r(p25)) if f_comm!=. \ sum X, d \ gen q2_X = (X>=r(p25) & X<r(p50)) if f_comm!=. \ sum X, d \ gen q3_X = (X>=r(p50) & X<r(p75)) if f_comm!=. \ sum X, d \ gen q4_X = (X>=r(p75)) if f_comm!=.

->  sum f_comm, d

                      Church attendance
-------------------------------------------------------------
      Percentiles      Smallest
 1%      .134218        .102025
 5%      .283322        .131369
10%       .38413        .131369       Obs                 396
25%      .451934        .134218       Sum of Wgt.         396

50%      .528987                      Mean           .5477398
                        Largest       Std. Dev.      .1732185
75%      .619233       1.117391
90%      .716353       1.135304       Variance       .0300047
95%      .883894       1.136455       Skewness       .9028323
99%     1.117391       1.414958       Kurtosis       6.137133

->  gen q1_f_comm = (f_comm<r(p25)) if f_comm!=.
(56 missing values generated)

->  sum f_comm, d

                      Church attendance
-------------------------------------------------------------
      Percentiles      Smallest
 1%      .134218        .102025
 5%      .283322        .131369
10%       .38413        .131369       Obs                 396
25%      .451934        .134218       Sum of Wgt.         396

50%      .528987                      Mean           .5477398
                        Largest       Std. Dev.      .1732185
75%      .619233       1.117391
90%      .716353       1.135304       Variance       .0300047
95%      .883894       1.136455       Skewness       .9028323
99%     1.117391       1.414958       Kurtosis       6.137133

->  gen q2_f_comm = (f_comm>=r(p25) & f_comm<r(p50)) if f_comm!=.
(56 missing values generated)

->  sum f_comm, d

                      Church attendance
-------------------------------------------------------------
      Percentiles      Smallest
 1%      .134218        .102025
 5%      .283322        .131369
10%       .38413        .131369       Obs                 396
25%      .451934        .134218       Sum of Wgt.         396

50%      .528987                      Mean           .5477398
                        Largest       Std. Dev.      .1732185
75%      .619233       1.117391
90%      .716353       1.135304       Variance       .0300047
95%      .883894       1.136455       Skewness       .9028323
99%     1.117391       1.414958       Kurtosis       6.137133

->  gen q3_f_comm = (f_comm>=r(p50) & f_comm<r(p75)) if f_comm!=.
(56 missing values generated)

->  sum f_comm, d

                      Church attendance
-------------------------------------------------------------
      Percentiles      Smallest
 1%      .134218        .102025
 5%      .283322        .131369
10%       .38413        .131369       Obs                 396
25%      .451934        .134218       Sum of Wgt.         396

50%      .528987                      Mean           .5477398
                        Largest       Std. Dev.      .1732185
75%      .619233       1.117391
90%      .716353       1.135304       Variance       .0300047
95%      .883894       1.136455       Skewness       .9028323
99%     1.117391       1.414958       Kurtosis       6.137133

->  gen q4_f_comm = (f_comm>=r(p75)) if f_comm!=.
(56 missing values generated)
r; t=0.00 18:45:24

. for any q1_f_comm q2_f_comm q3_f_comm q4_f_comm: gen f_prot_X = f_prot * X

->  gen f_prot_q1_f_comm = f_prot * q1_f_comm
(56 missing values generated)

->  gen f_prot_q2_f_comm = f_prot * q2_f_comm
(56 missing values generated)

->  gen f_prot_q3_f_comm = f_prot * q3_f_comm
(56 missing values generated)

->  gen f_prot_q4_f_comm = f_prot * q4_f_comm
(56 missing values generated)
r; t=0.00 18:45:24

. 
. regress suic_1869_71_pc f_comm $demog $urban $econ $educ if f_prot>.98, vce(cluster clus_f_comm)

Linear regression                               Number of obs     =         90
                                                F(7, 65)          =      10.27
                                                Prob > F          =     0.0000
                                                R-squared         =     0.4421
                                                Root MSE          =     5.5858

                           (Std. Err. adjusted for 66 clusters in clus_f_comm)
------------------------------------------------------------------------------
             |               Robust
suic_1869_~c |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
      f_comm |  -11.41783   3.541704    -3.22   0.002     -18.4911   -4.344555
   f_under15 |  -106.4122   44.66356    -2.38   0.020    -195.6115   -17.21295
    f_over60 |    155.245   148.6656     1.04   0.300    -141.6607    452.1507
      hhsize |  -3.571104   3.471753    -1.03   0.307    -10.50467    3.362466
     f_urban |  -3.214237   7.424636    -0.43   0.667    -18.04226    11.61378
 perc_secBnC |   14.57036   11.12627     1.31   0.195    -7.650324    36.79105
        f_rw |   5.583027   12.72724     0.44   0.662    -19.83503    31.00109
       _cons |   59.26822   25.30786     2.34   0.022     8.724937    109.8115
------------------------------------------------------------------------------
r; t=0.01 18:45:24

. regress suic_1869_71_pc f_prot q1_f_comm f_prot_q1_f_comm $demog $urban $econ $educ , vce(cluster clus_f_comm)

Linear regression                               Number of obs     =        396
                                                F(9, 257)         =      78.02
                                                Prob > F          =     0.0000
                                                R-squared         =     0.6419
                                                Root MSE          =     5.0073

                              (Std. Err. adjusted for 258 clusters in clus_f_comm)
----------------------------------------------------------------------------------
                 |               Robust
 suic_1869_71_pc |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-----------------+----------------------------------------------------------------
          f_prot |   10.93408   1.231191     8.88   0.000      8.50957    13.35859
       q1_f_comm |  -2.130762   1.408663    -1.51   0.132    -4.904755    .6432299
f_prot_q1_f_comm |   4.386403   1.902967     2.31   0.022       .63901    8.133796
       f_under15 |  -73.18474   18.23294    -4.01   0.000    -109.0897   -37.27975
        f_over60 |  -14.47925   32.05744    -0.45   0.652    -77.60796    48.64946
          hhsize |  -7.236505   1.069086    -6.77   0.000    -9.341789   -5.131221
         f_urban |   1.097498   2.824093     0.39   0.698    -4.463813    6.658809
     perc_secBnC |   2.207703    2.37909     0.93   0.354     -2.47729    6.892697
            f_rw |   -2.38471   4.731366    -0.50   0.615    -11.70189    6.932475
           _cons |   68.81634   13.13888     5.24   0.000     42.94277    94.68991
----------------------------------------------------------------------------------
r; t=0.01 18:45:24

. regress suic_1869_71_pc f_prot q4_f_urban f_prot_q4_f_urban $demog $econ $educ if f_comm!=., vce(cluster clus_f_comm)

Linear regression                               Number of obs     =        396
                                                F(8, 257)         =      74.53
                                                Prob > F          =     0.0000
                                                R-squared         =     0.6411
                                                Root MSE          =     5.0061

                               (Std. Err. adjusted for 258 clusters in clus_f_comm)
-----------------------------------------------------------------------------------
                  |               Robust
  suic_1869_71_pc |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
------------------+----------------------------------------------------------------
           f_prot |   11.22359   1.241469     9.04   0.000     8.778842    13.66834
       q4_f_urban |  -.9518054   1.274028    -0.75   0.456    -3.460669    1.557059
f_prot_q4_f_urban |   3.268581   1.837597     1.78   0.076     -.350083    6.887245
        f_under15 |  -69.78505   13.54825    -5.15   0.000    -96.46477   -43.10533
         f_over60 |  -30.36544   29.37226    -1.03   0.302     -88.2064    27.47551
           hhsize |  -7.698538   1.086875    -7.08   0.000    -9.838854   -5.558222
      perc_secBnC |   1.897984   2.102892     0.90   0.368     -2.24311    6.039079
             f_rw |  -1.812299   4.950058    -0.37   0.715    -11.56014     7.93554
            _cons |   70.41579   9.389441     7.50   0.000     51.92575    88.90583
-----------------------------------------------------------------------------------
r; t=0.01 18:45:24

. regress suic_1869_71_pc f_prot q1_f_comm f_prot_q1_f_comm q4_f_urban f_prot_q4_f_urban $demog $urban $econ $educ , vce(cluster clus_f_comm)

Linear regression                               Number of obs     =        396
                                                F(11, 257)        =      65.12
                                                Prob > F          =     0.0000
                                                R-squared         =     0.6467
                                                Root MSE          =     4.9865

                               (Std. Err. adjusted for 258 clusters in clus_f_comm)
-----------------------------------------------------------------------------------
                  |               Robust
  suic_1869_71_pc |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
------------------+----------------------------------------------------------------
           f_prot |   10.48049   1.382171     7.58   0.000     7.758661    13.20231
        q1_f_comm |  -1.948358   1.411241    -1.38   0.169    -4.727427    .8307117
 f_prot_q1_f_comm |   3.891223   1.915155     2.03   0.043     .1198272    7.662618
       q4_f_urban |  -.5578395   1.710703    -0.33   0.745    -3.926619     2.81094
f_prot_q4_f_urban |   2.690756   1.993164     1.35   0.178    -1.234257    6.615769
        f_under15 |  -75.37363   18.61996    -4.05   0.000    -112.0408   -38.70651
         f_over60 |  -15.86206   31.74063    -0.50   0.618     -78.3669    46.64279
           hhsize |  -7.178273   1.175192    -6.11   0.000    -9.492505   -4.864041
          f_urban |  -.7999465   3.300988    -0.24   0.809    -7.300376    5.700483
      perc_secBnC |   2.361554   2.375924     0.99   0.321    -2.317206    7.040313
             f_rw |  -2.794369   4.710168    -0.59   0.554    -12.06981    6.481071
            _cons |   70.20191   14.03104     5.00   0.000     42.57147    97.83236
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r; t=0.01 18:45:24

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. log close
      name:  <unnamed>
       log:  /Users/sascha/Dropbox/suicide/RESTAT_replication/suicide-1871-restat-final.log
  log type:  text
 closed on:  21 Jul 2017, 18:45:24
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